Works matching DE "IDIOSYNCRATIC risk (Securities)"

Results: 365

Corporate Control and Idiosyncratic Vision.

Published in:

Yale Law Journal, 2016, v. 125, n. 3, p. 560

By:

GOSHEN, ZOHAR;
HAMDANI, ASSAF

Publication type:

Article

Are top managers important for firm performance and idiosyncratic risk? Evidence from sharia vs non-sharia-compliant firms in the UK and Pakistan.

Published in:

World Economy, 2018, v. 41, n. 3, p. 1, doi. 10.1111/twec.12511

By:

Kutan, Ali M.;
Naz, Iram;
Shah, Syed Muhammad Aamir

Publication type:

Article

Current Accounts and Coordination of Wage Bargaining.

Published in:

Open Economies Review, 2019, v. 30, n. 2, p. 319, doi. 10.1007/s11079-018-9511-2

By:

Nieminen, Mika;
Heimonen, Kari;
Tohmo, Timo

Publication type:

Article

Network Effects of Countries’ Exchange Rate Regime Choices: A Spatial Analysis.

Published in:

Open Economies Review, 2018, v. 29, n. 5, p. 1061, doi. 10.1007/s11079-018-9501-4

By:

Song, Mengdi

Publication type:

Article

On Śālikanātha's Critique of Īśvara and the Notions of God.

Published in:

Journal of Indian Philosophy, 2021, v. 49, n. 3, p. 451, doi. 10.1007/s10781-021-09469-y

By:

Ye, Alfred X.

Publication type:

Article

Risk-Taking Behavior, Corporate Governance and Product Market Competition: Evidence From Pakistan.

Published in:

City University Research Journal (CURJ), 2020, v. 10, n. 4, p. 487

By:

Anjum, Naveed;
Hussain, Shahzad;
Hassan, Shoib;
Ahmed, Tanveer;
ur Rehman, Ajid

Publication type:

Article

Multi-sited ethnography's contribution to fan consumption studies.

Published in:

Revue des Sciences de Gestion, 2013, v. 48, n. 261/262, p. 13

By:

Galluzzo, Anthony;
Galan, Jean-Philippe

Publication type:

Article

L'apport de l'ethnographie multisite à l'étude du consommateur fan.

Published in:

Revue des Sciences de Gestion, 2013, v. 48, n. 261/262, p. 139, doi. 10.3917/rsg.261.0139

By:

Galluzzo, Anthony;
Galan, Jean-Philippe

Publication type:

Article

Idiosyncratic Risk Volatility: Stock Price Informativeness or Price Error?

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 10, p. 479, doi. 10.3390/jrfm15100479

By:

Widianingsih, Yuni Pristiwati Noer;
Setiawan, Doddy

Publication type:

Article

Systematic and Idiosyncratic Risks of the U.S. Airline Industry.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 8, p. 343, doi. 10.3390/jrfm15080343

By:

Bhuyan, Rafiqul;
Mollick, André Varella;
Amin, Md Ruhul

Publication type:

Article

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 8, p. 334, doi. 10.3390/jrfm15080334

By:

Peng, Weijia;
Yao, Chun

Publication type:

Article

Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 7, p. 310, doi. 10.3390/jrfm15070310

By:

Anelli, Michele;
Patanè, Michele;
Zedda, Stefano

Publication type:

Article

Time-Varying Risk and the Relation between Idiosyncratic Risk and Stock Return.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 9, p. 1, doi. 10.3390/jrfm14090432

By:

Chengbo Fu

Publication type:

Article

Equity Option Pricing with Systematic and Idiosyncratic Volatility and Jump Risks.

Published in:

Journal of Risk & Financial Management, 2020, v. 13, n. 1, p. 1, doi. 10.3390/jrfm13010016

By:

Zhe Li

Publication type:

Article

The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective.

Published in:

Journal of Risk & Financial Management, 2016, v. 9, n. 3, p. 1, doi. 10.3390/jrfm9030008

By:

Bonaccolto, Giovanni;
Caporin, Massimiliano

Publication type:

Article

Probability of Default and Default Correlations.

Published in:

Journal of Risk & Financial Management, 2016, v. 9, n. 3, p. 1, doi. 10.3390/jrfm9030007

By:

Weiping Li

Publication type:

Article

COVID-19 Pandemic Initial Effects on the Idiosyncratic Risk in Latin America.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2021, v. 16, n. 3, p. 1, doi. 10.21919/remef.v16i3.632

By:

Assis de Salles, Andre

Publication type:

Article

QUANTIFYING SYSTEMIC AND IDIOSYNCRATIC RISKS IN AGRICULTURE: A STUDY OF KAZAKHSTAN'S GRAIN PRODUCTION VOLATILITY.

Published in:

Journal of Eastern European & Central Asian Research, 2023, v. 10, n. 7, p. 1112, doi. 10.15549/jeecar.v10i7.1417

By:

Kussaiynov, Talgat;
Bulasheva, Ainur;
Tokenova, Sandugash;
Mussina, Gulnara

Publication type:

Article

THE EFFECT OF UNCERTAINTY ON FOREIGN DIRECT INVESTMENT: THE CASE OF MEXICO.

Published in:

Estudios Económicos, 2018, v. 33, n. 1, p. 117

By:

Noria, Gabriela López;
Zamudio Fernández, Juan José

Publication type:

Article

Impact of Managers' Overconfidence and Accounting Conservatism Principle on Investors' Idiosyncratic Risk.

Published in:

Journal of Accounting, Finance & Management Strategy, 2023, v. 18, n. 2, p. 159

By:

Bo-Hung Chiou;
Yu-Cheng Tang;
Shen-Ho Chang

Publication type:

Article

Analysis of the Idiosyncratic Risk Characteristics from Commodity Markets.

Published in:

Journal of Accounting, Finance & Management Strategy, 2022, v. 17, n. 1, p. 53

By:

Chien-Ming Huang;
Chien-Liang Chiu;
Lung-Hua Lu

Publication type:

Article

TAIWAN'S FINANCIAL CONDITIONS INDEX AND ITS RELATION WITH THE MACROECONOM.

Published in:

Taiwan Economic Forecast & Policy, 2014, v. 44, n. 2, p. 103

By:

Chung-Ming Kuan;
Chih-Chiang Hsu;
Yu-Lieh Huang;
Shih-Hsun Hsu

Publication type:

Article

TEXTUALISM'S DEFINING MOMENT.

Published in:

Columbia Law Review, 2023, v. 123, n. 6, p. 1611

By:

Eskridge Jr., William N.;
Slocum, Brian G.;
Tobia, Kevin

Publication type:

Article

ECONOMIC CRISIS AND THE INTEGRATION OF LAW AND FINANCE: THE IMPACT OF VOLATILITY SPIKES.

Published in:

Columbia Law Review, 2016, v. 116, n. 2, p. 325

By:

Fox, Edward G.;
Fox, Merritt B.;
Gilson, Ronald J.

Publication type:

Article

Industry tournament incentives and corporate innovation.

Published in:

Journal of Business Finance & Accounting, 2021, v. 48, n. 9/10, p. 1797, doi. 10.1111/jbfa.12549

By:

Nguyen, Tu;
Zhao, Jing

Publication type:

Article

Litigation risk: Measurement and impact on M&A transaction terms.

Published in:

Journal of Business Finance & Accounting, 2018, v. 45, n. 7/8, p. 952, doi. 10.1111/jbfa.12318

By:

de La Bruslerie, Hubert;
Le Maux, Julien

Publication type:

Article

Corporate Stock and Bond Return Correlations and Dynamic Adjustments of Capital Structure.

Published in:

Journal of Business Finance & Accounting, 2015, v. 42, n. 5/6, p. 705, doi. 10.1111/jbfa.12114

By:

Nieto, Belen;
Rodriguez, Rosa

Publication type:

Article

A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection.

Published in:

Journal of Business & Economic Statistics, 2019, v. 37, n. 1, p. 147, doi. 10.1080/07350015.2017.1294078

By:

Lan, Wei;
Du, Lilun

Publication type:

Article

Identification and Bayesian Estimation of Dynamic Factor Models.

Published in:

Journal of Business & Economic Statistics, 2015, v. 33, n. 2, p. 221, doi. 10.1080/07350015.2014.941467

By:

Bai, Jushan;
Wang, Peng

Publication type:

Article

IDIOSYNCRATIC AND AGGREGATE RISKS, INEQUALITY AND GROWTH.

Published in:

Bulletin of Economic Research, 2017, v. 69, n. 2, p. 109, doi. 10.1111/boer.12096

By:

Getachew, Yoseph Yilma

Publication type:

Article

Earnings Volatility Trends and the Great Moderation: A Multifactor Residual Approach.

Published in:

Atlantic Economic Journal, 2015, v. 43, n. 2, p. 229, doi. 10.1007/s11293-015-9456-4

By:

Neveu, Andre

Publication type:

Article

IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM.

Published in:

Annals of the University of Oradea, Economic Science Series, 2015, v. 24, n. 1, p. 912

By:

Trenca, Ioan;
Petria, Nicolae;
Mutu, Simona;
Corovei, Emilia

Publication type:

Article

Reinvestigate the Bid–Ask Bounce Effect and Pricing of Idiosyncratic Volatility: The Case of the Australian Market.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2019, v. 22, n. 1, p. N.PAG, doi. 10.1142/S0219091519500048

By:

Liu, Bin;
Tan, Monica;
Cam, Marie-Anne

Publication type:

Article

Stock Options, Idiosyncratic Volatility, and Earnings Quality.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2015, v. 18, n. 2, p. -1, doi. 10.1142/S0219091515500113

By:

Alam, Pervaiz;
Liu, Min;
Liu, Zhefeng;
Peng, Xiaofeng

Publication type:

Article

Stock Price Informativeness and Idiosyncratic Return Volatility in Emerging Markets: Evidence from China.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2014, v. 17, n. 4, p. -1, doi. 10.1142/S0219091514500258

By:

Lin, Karen Jingrong;
Karim, Khondkar;
Carter, Clairmont

Publication type:

Article

PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 8, p. N.PAG, doi. 10.1142/S0219024918500498

By:

CONSIGLIO, ANDREA;
TUMMINELLO, MICHELE;
ZENIOS, STAVROS A.

Publication type:

Article

ARBITRAGE PRICING THEORY IN ERGODIC MARKETS.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 5, p. N.PAG, doi. 10.1142/S021902491850036X

By:

FRAHM, GABRIEL

Publication type:

Article

ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS.

Published in:

International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500382

By:

CARTEA, ÁLVARO;
JAIMUNGAL, SEBASTIAN

Publication type:

Article

TENOR SPECIFIC PRICING.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500434

By:

MADAN, DILIP B.;
SCHOUTENS, WIM

Publication type:

Article

Does High Service Quality Reduce Risk or Create Idiosyncratic Returns?

Published in:

Services Marketing Quarterly, 2017, v. 38, n. 3, p. 155, doi. 10.1080/15332969.2017.1325645

By:

Chen, Chien-Chung

Publication type:

Article

Idiosyncratic risk and debt maturity dispersion.

Published in:

European Financial Management, 2023, v. 29, n. 3, p. 930, doi. 10.1111/eufm.12380

By:

Chu, Pyung Kun;
Kjenstad, Einar C.

Publication type:

Article

Does sustainable investing reduce portfolio risk? A multilevel analysis.

Published in:

European Financial Management, 2021, v. 27, n. 5, p. 959, doi. 10.1111/eufm.12296

By:

Maxfield, Sylvia;
Wang, Liu

Publication type:

Article

Time‐series and cross‐sectional momentum in anomaly returns.

Published in:

European Financial Management, 2021, v. 27, n. 4, p. 736, doi. 10.1111/eufm.12290

By:

Wang, Feifei;
Yan, Xuemin;
Zheng, Lingling

Publication type:

Article

Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon.

Published in:

European Financial Management, 2015, v. 21, n. 4, p. 613, doi. 10.1111/j.1468-036X.2013.12033.x

By:

Chichernea, Doina C.;
Petkevich, Alex;
Zykaj, Blerina Bela

Publication type:

Article

The role of investor attention in idiosyncratic volatility puzzle and new results.

Published in:

Review of Quantitative Finance & Accounting, 2022, v. 58, n. 1, p. 409, doi. 10.1007/s11156-021-00999-w

By:

Hur, Jungshik;
Singh, Vivek

Publication type:

Article

Idiosyncratic volatility puzzle: influence of macro-finance factors.

Published in:

Review of Quantitative Finance & Accounting, 2019, v. 52, n. 2, p. 381, doi. 10.1007/s11156-018-0713-x

By:

Aslanidis, Nektarios;
Christiansen, Charlotte;
Lambertides, Neophytos;
Savva, Christos S.

Publication type:

Article

Stock market return predictability: Does network topology matter?

Published in:

Review of Quantitative Finance & Accounting, 2018, v. 51, n. 2, p. 433, doi. 10.1007/s11156-017-0676-3

By:

Eng-Uthaiwat, Harnchai

Publication type:

Article

The dispersion anomaly and analyst recommendations.

Published in:

Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 861, doi. 10.1007/s11156-017-0649-6

By:

Papakroni, Jorida

Publication type:

Article

Copula-based factor model for credit risk analysis.

Published in:

Review of Quantitative Finance & Accounting, 2017, v. 49, n. 4, p. 949, doi. 10.1007/s11156-016-0613-x

By:

Lu, Meng-Jou;
Chen, Cathy;
Härdle, Wolfgang

Publication type:

Article

Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing.

Published in:

Review of Quantitative Finance & Accounting, 2017, v. 49, n. 2, p. 407, doi. 10.1007/s11156-016-0595-8

By:

Hur, Jungshik;
Luma, Cedric

Publication type:

Article